+47.6%
ON vs IEFA
+17.0%
+30.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -6.1% |
| 7D | -5.8% | +1.9% | -7.7% | -9.0% |
| 30D | -17.1% | +1.4% | -18.5% | -19.0% |
| 3M | -11.8% | -1.4% | -10.4% | -9.4% |
| 6M | -30.2% | +6.3% | -36.5% | -34.4% |
| YTD | +31.6% | +11.9% | +19.7% | +10.2% |
| 1Y | +47.6% | +17.0% | +30.6% | +13.2% |
| All | +47.6% | +17.0% | +30.5% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling